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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Unemployment and inflation regimes
Vredin, Anders; Warne, Anders - 2000
In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for three countries: Sweden, United Kingdom, and the United States. The primary purpose is to examine if periods of low inflation are associated with high or low unemployment volatility. We find that...
Persistent link: https://www.econbiz.de/10011584800
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US inflation dynamics on long-range data
Plakandaras, Vasilios; Gkonkas, Periklēs; Gupta, Rangan; … - In: Applied economics 47 (2015) 34/36, pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150
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Monetary policy, inflation target and the great moderation : an empirical investigation
Haque, Qazi - 2017
Persistent link: https://www.econbiz.de/10011885981
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Learning and time-varying macroeconomic volatility
Milani, Fabio - In: Journal of economic dynamics & control 47 (2014), pp. 94-114
Persistent link: https://www.econbiz.de/10010485928
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The Taylor curve and the output growth-inflation trade-off : evidence from DCC-GARCH models
Haddou, Samira - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 48-59
Persistent link: https://www.econbiz.de/10010338350
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Time-varying US inflation dynamics and the New Keynesian Phillips curve
Lansing, Kevin J. - In: Review of economic dynamics 12 (2009) 2, pp. 304-326
Persistent link: https://www.econbiz.de/10003851261
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The inflation-output trade-off with downward wage rigidities
Benigmo, Pierpaolo; Ricci, Luca Antonio - 2010
Persistent link: https://www.econbiz.de/10003940175
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Elusive persistence : wage and price rigidities, the New Keynesian Phillips curve and inflation dynamics
Tsoukis, Christopher; Kapetanios, George; Pearlman, Joseph - In: Journal of economic surveys 25 (2011) 4, pp. 737-768
Persistent link: https://www.econbiz.de/10009301155